+1,744.9%
DELL vs ZM
+48.4%
+1,696.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.8% | +6.7% | +2.5% |
| 7D | +25.6% | +1.6% | +24.0% | +25.4% |
| 30D | +17.7% | -7.7% | +25.4% | +18.7% |
| 3M | +33.4% | -4.7% | +38.1% | +33.9% |
| 6M | +266.2% | +24.4% | +241.8% | +255.9% |
| YTD | +328.0% | +11.8% | +316.2% | +320.1% |
| 1Y | +339.6% | +13.4% | +326.2% | +330.1% |
| 3Y | +694.6% | +33.8% | +660.8% | +658.9% |
| 5Y | +1,122.0% | -67.2% | +1,189.1% | +1,129.7% |
| All | +1,744.9% | +48.4% | +1,696.6% | +1,394.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling